+362.4%
PCAR vs CNQ
+426.2%
-63.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -6.4% | +6.2% | -12.6% | -7.7% |
| 3M | +4.7% | +12.4% | -7.7% | +1.5% |
| 6M | +4.5% | +9.0% | -4.5% | +1.3% |
| YTD | +13.0% | +52.2% | -39.2% | +0.6% |
| 1Y | +23.6% | +65.0% | -41.5% | +7.6% |
| 3Y | +60.7% | +78.8% | -18.1% | +35.4% |
| 5Y | +164.5% | +286.0% | -121.5% | +80.2% |
| All | +362.4% | +426.2% | -63.8% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling